Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.519052 0.580087 0.648248 0.730560 0.828010 0.940638 1.082034
2025-01-05 0.447459 0.523848 0.614980 0.733376 0.885655 1.078572 1.347636
2025-01-12 0.394263 0.477586 0.582017 0.725584 0.922952 1.193027 1.606467
2025-01-19 0.345273 0.428875 0.537581 0.693637 0.919752 1.249301 1.795636
2025-01-26 0.319814 0.406920 0.524292 0.700175 0.969023 1.387717 2.145334
2025-02-02 0.299549 0.389253 0.514002 0.708338 1.020523 1.538644 2.562247
2025-02-09 0.278424 0.368012 0.495845 0.701504 1.046115 1.650796 2.945193
2025-02-16 0.263147 0.353509 0.485672 0.705100 1.088595 1.801069 3.462990
2025-02-23 0.243404 0.330740 0.460731 0.681489 1.079373 1.850924 3.775202
2025-03-02 0.224516 0.307838 0.433590 0.651059 1.052960 1.860490 3.993230
2025-03-09 0.215476 0.299145 0.427882 0.656259 1.093668 2.019228 4.684579
2025-03-16 0.211378 0.297653 0.433374 0.681392 1.176999 2.294137 5.888896
2025-03-23 0.204093 0.290968 0.430313 0.691762 1.234693 2.532983 7.194778
2025-03-30 0.196726 0.283614 0.425461 0.698148 1.285210 2.771376 8.739024
2025-04-06 0.188101 0.273634 0.415283 0.693071 1.309381 2.947605 10.224365
2025-04-13 0.176455 0.258009 0.394176 0.664292 1.274157 2.942817 10.831230
2025-04-20 0.171235 0.252771 0.390999 0.671185 1.325245 3.218486 13.381833
2025-04-27 0.166579 0.248180 0.388592 0.679325 1.381087 3.533819 16.827162
2025-05-04 0.160275 0.240415 0.379835 0.673128 1.399198 3.729031 19.879935
2025-05-11 0.155720 0.235411 0.375816 0.676678 1.444018 4.043843 24.964171
2025-05-18 0.148183 0.224842 0.360717 0.654446 1.414434 4.059097 27.055480
2025-05-25 0.140297 0.213348 0.343295 0.625703 1.362799 3.970196 27.782181
2025-06-01 0.137031 0.209859 0.340916 0.630654 1.408653 4.314284 35.809477